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Proposition 7.8 -- the distinguishing statistic bound

Proved
MarkovMixing.distinguishing_statistic_nondegenerate

by Shuze Chen · Aug 22, 2026 · Mathlib c5ea003 (Lean v4.30.0)

markov-chainsmixing-timesprobability

Let μ\muμ and ν\nuν be two probability distributions on a finite set VVV, and let f:V→Rf:V\to\mathbb Rf:V→R be any real-valued statistic. Write Eμ(f)=∑xf(x)μ(x)E_\mu(f)=\sum_x f(x)\mu(x)Eμ​(f)=∑x​f(x)μ(x) and Var⁡μ(f)=Eμ(f2)−Eμ(f)2\operatorname{Var}_\mu(f)=E_\mu(f^2)-E_\mu(f)^2Varμ​(f)=Eμ​(f2)−Eμ​(f)2 for the mean and variance of fff under μ\muμ, and likewise for ν\nuν, and set

σ2=Var⁡μ(f)+Var⁡ν(f)2,\sigma^2=\frac{\operatorname{Var}_\mu(f)+\operatorname{Var}_\nu(f)}{2},σ2=2Varμ​(f)+Varν​(f)​,

the average of the two variances. Assume the statistic actually tells the two distributions apart in the mean: Eμ(f)≠Eν(f)E_\mu(f)\ne E_\nu(f)Eμ​(f)=Eν​(f). The total variation distance is ∥μ−ν∥TV=max⁡A⊆V∣μ(A)−ν(A)∣\|\mu-\nu\|_{TV}=\max_{A\subseteq V}|\mu(A)-\nu(A)|∥μ−ν∥TV​=maxA⊆V​∣μ(A)−ν(A)∣, the largest discrepancy the two distributions assign to any event.

The theorem (Levin–Peres–Wilmer, Proposition 7.8) asserts: if the statistic separates the two means by at least r≥0r\ge0r≥0 standard deviations,

∣Eμ(f)−Eν(f)∣  ≥  r σ,|E_\mu(f)-E_\nu(f)|\;\ge\;r\,\sigma,∣Eμ​(f)−Eν​(f)∣≥rσ,

then the distributions themselves are far apart:

∥μ−ν∥TV  ≥  1−44+r2.\|\mu-\nu\|_{TV}\;\ge\;1-\frac{4}{4+r^2}.∥μ−ν∥TV​≥1−4+r24​.

This is the standard route to a mixing-time lower bound. To show a chain is far from stationarity at time ttt, one need not analyze the whole distribution: it is enough to find a single statistic whose mean shifts by many standard deviations between Pt(x,⋅)P^t(x,\cdot)Pt(x,⋅) and π\piπ. The bound is scale-free — only the ratio "mean gap over standard deviation" matters — and it improves with rrr, approaching 111 as r→∞r\to\inftyr→∞; a separation of rrr standard deviations already forces the two distributions to disagree on some event with probability at least 1−4/(4+r2)1-4/(4+r^2)1−4/(4+r2).

A note on the hypothesis Eμ(f)≠Eν(f)E_\mu(f)\ne E_\nu(f)Eμ​(f)=Eν​(f). It does not appear in the proposition as printed, but it is exactly what the proof assumes: the argument opens by assuming the two means are distinct and concludes through ∥μ−ν∥TV≥1−σ2/(σ2+M2)\|\mu-\nu\|_{TV}\ge1-\sigma^2/(\sigma^2+M^2)∥μ−ν∥TV​≥1−σ2/(σ2+M2), where M=∣Eμ(f)−Eν(f)∣/2M=|E_\mu(f)-E_\nu(f)|/2M=∣Eμ​(f)−Eν​(f)∣/2. Without a non-degeneracy assumption the statement is false as written: if fff has zero variance under both distributions and the two means agree, then the hypothesis reads r⋅0≤0r\cdot0\le0r⋅0≤0 and holds for every rrr, while the conclusion demands a positive lower bound on a total variation distance that may be 000 — take μ=ν\mu=\nuμ=ν the point mass on a one-point space, f=0f=0f=0 and r=5r=5r=5. Distinct means also keep σ2+M2\sigma^2+M^2σ2+M2 strictly positive, which is what the final step of the proof divides by. Nothing is lost in applications: a statistic with equal means separates nothing, and the bound it would give at the only admissible rrr is the vacuous 0≤∥μ−ν∥TV0\le\|\mu-\nu\|_{TV}0≤∥μ−ν∥TV​.

Preamble
import Definitions.Def_mm_lower
import Mathlib.Analysis.SpecialFunctions.Sqrt
Formal statement
namespace MarkovMixing

/-- **Proposition 7.8** (LPW): if a statistic `f` separates the means of `μ`
and `ν` by `r` standard deviations, in the sense that
`|E_μ(f) − E_ν(f)| ≥ r σ` with `σ² = [Var_μ(f) + Var_ν(f)]/2`, then
`‖μ − ν‖_TV ≥ 1 − 4/(4 + r²)`.

The hypothesis that the two means differ does not appear in LPW's printed
statement, but their proof assumes it: it opens with "assume that
`m_α > m_β`" and concludes through `‖α − β‖_TV ≥ 1 − σ²/(σ² + M²)`, where
`M = |E_μ(f) − E_ν(f)|/2`.  Without a non-degeneracy assumption the
proposition as printed is false — when `f` has zero variance under both
distributions *and* the two means agree, `(7.18)` reads `r · 0 ≤ 0` and holds
for every `r`, while the conclusion demands a positive lower bound on a total
variation distance that can be `0` (take `μ` and `ν` both the point mass on a
one-point space, `f = 0`, `r = 5`).  Requiring `E_μ(f) ≠ E_ν(f)` is exactly
the proof's own assumption, and it also keeps `σ² + M²` positive. -/
theorem distinguishing_statistic_nondegenerate {V : Type*} [Fintype V] [DecidableEq V]
    (μ ν : V → ℝ) (hμ : IsDist μ) (hν : IsDist ν) (f : V → ℝ)
    (hmean : distExp μ f ≠ distExp ν f)
    (r : ℝ) (hr : 0 ≤ r)
    (h : r * Real.sqrt ((distVar μ f + distVar ν f) / 2) ≤
      |distExp μ f - distExp ν f|) :
    1 - 4 / (4 + r ^ 2) ≤ tvDist μ ν := by
  sorry

end MarkovMixing
Source
D. A. Levin, Y. Peres, E. L. Wilmer, Markov Chains and Mixing Times, AMS 2009, https://documents.epfl.ch/groups/i/ip/ipg/www/2013-2014/Random_Walks/markovmixing.pdf, Section 7.3, Proposition 7.8, Eqs. (7.18)-(7.19), p. 92

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